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ESS: Allowing diagonal covariance root with fixed indices #2283

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Summary: This commit adds support for a diagonal covariance root in conjunction with fixed indices for ESS. This is not generally supported, as the root would have to be re-factorized. The diagonal case allows for an efficient implementation without re-factorization.

Differential Revision: D55808235

@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label Apr 5, 2024
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This pull request was exported from Phabricator. Differential Revision: D55808235

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codecov bot commented Apr 5, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 99.97%. Comparing base (dc219ca) to head (fb43775).
Report is 2 commits behind head on main.

❗ Current head fb43775 differs from pull request most recent head 036c5c1. Consider uploading reports for the commit 036c5c1 to get more accurate results

Additional details and impacted files
@@           Coverage Diff           @@
##             main    #2283   +/-   ##
=======================================
  Coverage   99.97%   99.97%           
=======================================
  Files         197      197           
  Lines       17165    17156    -9     
=======================================
- Hits        17160    17152    -8     
+ Misses          5        4    -1     

☔ View full report in Codecov by Sentry.
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This pull request was exported from Phabricator. Differential Revision: D55808235

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Apr 5, 2024
Summary:

This commit adds support for a diagonal covariance root in conjunction with fixed indices for ESS. This is not generally supported, as the root would have to be re-factorized. The diagonal case allows for an efficient implementation without re-factorization.

Differential Revision: D55808235
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This pull request was exported from Phabricator. Differential Revision: D55808235

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Apr 14, 2024
Summary:

This commit adds support for a diagonal covariance root in conjunction with fixed indices for ESS. This is not generally supported, as the root would have to be re-factorized. The diagonal case allows for an efficient implementation without re-factorization.

Reviewed By: Balandat

Differential Revision: D55808235
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This pull request was exported from Phabricator. Differential Revision: D55808235

Summary:

This commit adds support for a diagonal covariance root in conjunction with fixed indices for ESS. This is not generally supported, as the root would have to be re-factorized. The diagonal case allows for an efficient implementation without re-factorization.

Reviewed By: Balandat

Differential Revision: D55808235
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This pull request was exported from Phabricator. Differential Revision: D55808235

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This pull request has been merged in 7c28a20.

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